ALGORITHMS OF SOLUTION OF PROBLEMS OF QUADRATIC-PROGRAMMING AND OF OPTIMAL GUARANTEED ESTIMATION

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作者
SOLOVEV, VN
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中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
An algorithm of solution is proposed for a quadratic programming problem with a Stieltjes matrix that is often encountered after inverting a matrix with non-negative elements. This algorithm is applied to optimal guaranteed estimation.
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页码:1213 / 1218
页数:6
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